Implied Volatility Skew (150-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

SAP SE (SAP) had 150-Day Implied Volatility Skew of -0.0264 for 2024-05-01.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2437
Historical Volatility (Parkinson)	0.1238
Implied Volatility (Calls)	0.1976
Implied Volatility (Puts)	0.2804
Implied Volatility (Mean)	0.2390
Put-Call Implied Volatility Ratio	1.4189
Implied Volatility Skew	-0.0264
Option Statistics
Put-Call Ratio (Volume)	5.2000
Put-Call Ratio (Open Interest)	2.5852
Forward Price	180.37
Call Breakeven Price	209.34
Put Breakeven Price	154.20
Option Breakeven Price	170.83